+716.2%
LIN vs FERG
+1,348.4%
-632.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.2% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | -10.2% | +7.8% | -1.3% |
| 3M | -5.6% | -0.6% | -5.0% | -5.7% |
| 6M | -3.4% | -6.5% | +3.1% | -2.9% |
| YTD | +13.1% | +4.2% | +8.9% | +12.2% |
| 1Y | +2.5% | -2.3% | +4.7% | +2.2% |
| 3Y | +27.6% | +48.5% | -20.9% | +20.7% |
| 5Y | +63.0% | +72.0% | -9.0% | +50.8% |
| 10Y | +359.3% | +369.9% | -10.6% | +304.0% |
| All | +716.2% | +1,348.4% | -632.3% | +606.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling